Research

Title	Author	Year
James-Stein for the Leading Eigenvector	Lisa Goldberg; Alec Kercheval	2023
Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting?	Lisa Goldberg; Ananth Madhavan; Harrison Selwitz; Alex Shkolnik	2022
Sustainable investing and the cross-section of returns and maximum drawdown	Lisa Goldberg; Saad Mouti	2022
2022-01: CENTRAL BANK DIGITAL CURRENCIES (CBDCs) The coming of national e-currencies	Jeffrey Bohn; Gilles Papadopoulos; Jurg Unger	2022
Portfolio Responsibility for ESG Characteristics	Mark Bateman; Lisa Goldberg	2022
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix	Hubeyb Gurdogan; Alec Kercheval	2022
On Existence Of Berk-Nash Equilibria In Misspecified Markov Decision Processes With Infinite Spaces	Robert Anderson; Haosui Duanmu; Aniruddha Ghosh; M. Ali Khan	2022
Sustainable Investing From a Practitioner's Viewpoint: What's in Your ESG Porfolio?	Jeffrey Bohn; Lisa Goldberg; Simge Ulucam	2022
The Dispersion Bias	Lisa Goldberg; Alex Papanicolaou; Alex Shkolnik	2022
James-Stein estimation of the first principal component	Alex Shkolnik	2021
Collateralized Networks	Samim Ghamami; Paul Glasserman; Peyton Young	2021
A resampling approach for causal inference on novel two-point time-series with application to identify risk factors for type-2 diabetes and cardiovascular disease	Xiaowu Dai; Saad Mouti; Marjorie Lima Do Vale; Sumantra Ray; Jeffrey Bohn; Lisa Goldberg	2021
Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting	Lisa Goldberg; Taotao Cai; Pete Hand	2021
The Implied Futures Financing Rate	Nick Gunther; Robert Anderson; Lisa Goldberg; Alex Papanicolaou	2021